+296.0%
GDX vs SHAK
+87.2%
+208.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.7% |
| 7D | -2.2% | -8.3% | +6.1% | -1.2% |
| 30D | +6.8% | -12.6% | +19.4% | +8.4% |
| 3M | +24.9% | +9.1% | +15.8% | +23.6% |
| 6M | -4.2% | -31.2% | +27.0% | -1.0% |
| YTD | +13.2% | -21.6% | +34.8% | +15.2% |
| 1Y | +40.2% | -38.8% | +79.0% | +46.1% |
| 3Y | +249.6% | +0.6% | +249.0% | +236.6% |
| 5Y | +230.4% | -22.5% | +252.9% | +216.8% |
| All | +296.0% | +87.2% | +208.8% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling